-44.1%
KHC vs FLEX
+826.2%
-870.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.0% | -12.8% | -1.7% |
| 7D | -2.0% | -7.2% | +5.1% | -1.7% |
| 30D | +9.7% | -34.8% | +44.4% | +13.0% |
| 3M | -2.0% | -35.6% | +33.6% | +0.9% |
| 6M | +5.4% | -45.0% | +50.4% | +9.2% |
| YTD | +5.9% | +29.4% | -23.5% | -1.9% |
| 1Y | +7.5% | +24.8% | -17.3% | -0.3% |
| 3Y | -12.4% | +304.4% | -316.8% | -33.7% |
| 5Y | -15.8% | +484.1% | -499.9% | -41.5% |
| 10Y | -54.1% | +640.4% | -694.5% | -72.3% |
| All | -44.1% | +826.2% | -870.3% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling